Search Results - subject:"Asymmetric vector autoregressive model"

RBI's monetary policy, fiscal deficits and financial crowding out in India : an empirical investigation

Chakraborty, Lekha - 2024

Persistent link: https://www.econbiz.de/10015046779

Interest rate determination in India: Empirical evidence on fiscal deficit. Interest rate linkages and financial crowding out

Chakraborty, Lekha S. - 2012

increase in the fiscal deficit does not cause a rise in interest rates. Using the asymmetric vector autoregressive model, the …

Persistent link: https://www.econbiz.de/10010318648

Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out.

Chakraborty, Lekha - 2012

in fiscal deficit does not cause the rise in interest rates. Using the asymmetric vector autoregressive model, it is …

Persistent link: https://www.econbiz.de/10010595758

"Interest Rate Determination in India: Empirical Evidence on Fiscal Deficit--Interest Rate Linkages and Financial Crowding Out"

Chakraborty, Lekha S. - Levy Economics Institute - 2012

increase in the fiscal deficit does not cause a rise in interest rates. Using the asymmetric vector autoregressive model, the …

Persistent link: https://www.econbiz.de/10010599284

Fiscal deficit, capital formation, and crowding out in India: evidence from an asymmetric VAR model

Chakraborty, Lekha S. - 2007

This paper analyzes the real (direct) and financial crowding out in India between 197071 and 200203. Using an asymmetric vector autoregressive (VAR) model, the paper finds no real crowding out between public and private investment; rather, complementarity is observed between the two. The...

Persistent link: https://www.econbiz.de/10010266616